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Sharing of longevity basis risk in pension schemes with income-drawdown guarantees
Agarwal, Ankush
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Ewald, Christian
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Wang, Yongjie
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2020
Persistent link: https://www.econbiz.de/10012661294
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On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
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Nolan, Charles
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2024
Persistent link: https://www.econbiz.de/10014529902
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